Jump risk premia in the presence of clustered jumps¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	option_returns, volatility
Authors	Francis Liu, Natalie Packham, Artur Sepp
Published	2025-10-24
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2510.21297
URL	Open original source

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